+3,310.4%
V vs CRL
+496.7%
+2,813.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -2.3% |
| 7D | +2.2% | -6.1% | +8.3% | +3.7% |
| 30D | +13.6% | +12.4% | +1.2% | +8.7% |
| 3M | +14.3% | +27.1% | -12.8% | +5.0% |
| 6M | +33.1% | +85.7% | -52.6% | +7.4% |
| YTD | +21.2% | +69.2% | -48.0% | -0.8% |
| 1Y | +26.4% | +97.5% | -71.1% | -1.9% |
| 3Y | +77.6% | +86.1% | -8.5% | +29.8% |
| 5Y | +102.6% | -10.0% | +112.6% | +86.5% |
| 10Y | +464.4% | +395.0% | +69.4% | +157.4% |
| All | +3,310.4% | +496.7% | +2,813.6% | +1,392.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling